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PASS THRU POOLS N/A 31411AWL5 4308.460000 PA USD 4877.000000 0.0002577 Long ABS-MBS USGSE US N 2 2036-11-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31411AYF6 2682.780000 PA USD 3074.440000 0.0001625 Long ABS-MBS USGSE US N 2 2036-11-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31411A5E1 236181.010000 PA USD 270774.950000 0.0143085 Long ABS-MBS USGSE US N 2 2036-11-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31411BBU6 164547.660000 PA USD 182773.650000 0.0096583 Long ABS-MBS USGSE US N 2 2036-12-01 Fixed 6.5 N N N N N N FNMA PASS THRU POOLS N/A 31411BFP3 157722.670000 PA USD 180776.210000 0.0095527 Long ABS-MBS USGSE US N 2 2036-12-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31411BGU1 40829.760000 PA USD 45581.940000 0.0024087 Long ABS-MBS USGSE US N 2 2036-12-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31411BLM3 8422.260000 PA USD 9622.020000 0.0005085 Long ABS-MBS USGSE US N 2 2036-10-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31411BQQ9 26534.630000 PA USD 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ABS-MBS USGSE US N 2 2037-02-01 Fixed 6.5 N N N N N N FNMA PASS THRU POOLS N/A 31411SP91 125150.420000 PA USD 140687.320000 0.0074343 Long ABS-MBS USGSE US N 2 2037-03-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31411SYV2 12282.090000 PA USD 12691.620000 0.0006707 Long ABS-MBS USGSE US N 2 2022-03-01 Fixed 5 N N N N N N FNMA PASS THRU POOLS N/A 31411S5T9 26866.710000 PA USD 30676.000000 0.0016210 Long ABS-MBS USGSE US N 2 2037-04-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31411S6A9 6363.750000 PA USD 6497.340000 0.0003433 Long ABS-MBS USGSE US N 2 2022-04-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31411S6F8 4882.680000 PA USD 5424.460000 0.0002866 Long ABS-MBS USGSE US N 2 2037-04-01 Fixed 6.5 N N N N N N FNMA PASS THRU POOLS N/A 31411URD5 14165.320000 PA USD 16225.710000 0.0008574 Long ABS-MBS USGSE US N 2 2037-04-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31411W6G7 17432.630000 PA USD 17775.550000 0.0009393 Long ABS-MBS USGSE US N 2 2022-04-01 Fixed 5.5 N N N N N 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31412LFZ8 51955.040000 PA USD 58037.940000 0.0030669 Long ABS-MBS USGSE US N 2 2037-04-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31412LGP9 7541.480000 PA USD 8636.450000 0.0004564 Long ABS-MBS USGSE US N 2 2037-04-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31412LHR4 504.780000 PA USD 516.320000 0.0000273 Long ABS-MBS USGSE US N 2 2022-04-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31412LMK3 14867.680000 PA USD 16514.540000 0.0008727 Long ABS-MBS USGSE US N 2 2027-06-01 Fixed 6.5 N N N N N N FNMA PASS THRU POOLS N/A 31412LUY4 556.050000 PA USD 568.710000 0.0000301 Long ABS-MBS USGSE US N 2 2022-07-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31412LVF4 6827.610000 PA USD 6992.970000 0.0003695 Long ABS-MBS USGSE US N 2 2022-08-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31412L2H2 79627.800000 PA USD 87640.840000 0.0046312 Long ABS-MBS USGSE US N 2 2027-10-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31412L5A4 59254.240000 PA USD 65817.000000 0.0034780 Long ABS-MBS USGSE US N 2 2037-11-01 Fixed 6.5 N N N N N N FNMA PASS THRU POOLS N/A 31412MA99 23541.750000 PA USD 26153.110000 0.0013820 Long ABS-MBS USGSE US N 2 2037-11-01 Fixed 6.5 N N N N N N FNMA PASS THRU POOLS N/A 31412MB64 1808.670000 PA USD 1857.350000 0.0000981 Long ABS-MBS USGSE US N 2 2022-12-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31412MKU1 24909.150000 PA USD 27673.710000 0.0014624 Long ABS-MBS USGSE US N 2 2038-03-01 Fixed 6.5 N N N N N N FNMA PASS THRU POOLS N/A 31412M4M7 188.720000 PA USD 189.690000 0.0000100 Long ABS-MBS USGSE US N 2 2023-07-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31412NBD7 9608.180000 PA USD 11009.980000 0.0005818 Long ABS-MBS USGSE US N 2 2038-08-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31412NC95 681373.930000 PA USD 775774.040000 0.0409941 Long ABS-MBS USGSE US N 2 2038-09-01 Fixed 6.5 N N N N N N FNMA PASS THRU POOLS N/A 31412NG91 50158.410000 PA USD 52145.270000 0.0027555 Long ABS-MBS USGSE US N 2 2023-10-01 Fixed 6 N N N N N N 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